V-Lab
V-Lab
Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:29.71% (-1.23%)

Analysis last updated: Saturday, April 20, 2024 at 02:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp GJR-GARCH
paramt-stat
ω0.152022.99
α0.070318.74
β0.8743314.37
γ0.05758.03
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts